BVT Call 16 CBK 17.01.2025
/ DE000VC64QV5
BVT Call 16 CBK 17.01.2025/ DE000VC64QV5 /
| 2025-01-15 1:45:50 PM |
Chg.+0.180 |
Bid1:45:50 PM |
Ask1:45:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+17.14% |
1.230
Bid Size: 26,000 |
1.240
Ask Size: 26,000 |
COMMERZBANK AG |
16.00 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
VC64QV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-11-04 |
| Last trading day: |
2025-01-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.32 |
| Parity: |
1.08 |
| Time value: |
0.14 |
| Break-even: |
17.22 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
3.44 |
| Spread abs.: |
0.14 |
| Spread %: |
12.96% |
| Delta: |
0.81 |
| Theta: |
-0.09 |
| Omega: |
11.40 |
| Rho: |
0.00 |
Quote data
| Open: |
1.310 |
| High: |
1.310 |
| Low: |
1.230 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+186.05% |
| 1 Month |
|
|
+632.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
+459.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.430 |
| 1M High / 1M Low: |
1.050 |
0.121 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-14 |
1.050 |
| Low (YTD): |
2025-01-02 |
0.153 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
500.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
